Interest Rate Risk Analyst: Traded Risk & Rates Project

Verita HR Group; Kraków; On-site; PLN 100,000 - 160,000; Full time

Benefits offered by this job

Exposure to high-profile project

Professional training

International environment

Autonomy and ownership

Job summary

Verita HR Group in Kraków is seeking a candidate to join the Traded Risk team, focusing on Interest Rate Risk within Market Risk, supporting the Rates Value Streams programme and infrastructure transformation.

The role will ensure Traded Risk processes adapt to the new target infrastructure, and will support requirements, testing, and analyses for risk measures across derivatives portfolios. It offers autonomy and professional development in a global environment.

Qualifications

• Experience in Market Risk, Traded Risk, or a related risk management area within banking.
• Understanding of Interest Rate Risk concepts and measures.
• Basic knowledge of Python required; more advanced skills considered an advantage.
• Strong analytical skills and attention to detail.
• Ability to work independently in a fast-paced, project-driven environment.
• Good communication and stakeholder management skills.

Responsibilities

• Join the Traded Risk team, supporting a new project-based role within Market Risk, focusing on Interest Rate Risk, primarily supporting the Rates Value Streams programme.
• Ensure that Traded Risk production processes within Market Risk (Interest Rates) are adapted to operate on the new target infrastructure.
• Support requirements definition, testing, business analysis, and validation of proposed solutions for market risk measures and capitalisation outputs.
• Conduct detailed review of derivatives portfolios and other financial instruments managed by trading desks.
• Ensure the new infrastructure delivers complete, correct, and accurate risk calculations across products and contracts.
• Contribute to ad-hoc analyses and process improvements related to Interest Rate Risk.

Skills

Polish

English

Python

SQL

Market risk

Interest rate risk concepts

Job description

Verita HR Group in Kraków is seeking a candidate to join the Traded Risk team, focusing on Interest Rate Risk within Market Risk, supporting the Rates Value Streams programme and infrastructure transformation.

The role will ensure Traded Risk processes adapt to the new target infrastructure, and will support requirements, testing, and analyses for risk measures across derivatives portfolios. It offers autonomy and professional development in a global environment.